Client Manager at ABC Consultants
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Market Risk Analyst - Bank (3-12 yrs)
Market Risk Analyst
- Professional experience in Asset Liability Management in Banks who are well-versed with Basel III requirements with good understanding of conceptual aspects of financial instruments and banking products and interplay of financial markets.
- Candidate shall also possess comprehensive understanding to Treasury products (including derivatives), valuation methodology, Sensitivities and VaR etc.
Responsible for Assets and Liabilities Management functions :
- Would be responsible for system implementation, review, enhancement and reinforcement for ALM activity
- Computation, generation and monitoring against Internal limits and Regulatory limits with respect to following and reporting daily/periodically:
- Liquidity Risk Management as per Basel III requirements - Framework and System implementation
- Funds Transfer Pricing
- Structural Liquidity Report
- Interest Rate Sensitivity report (IRST & IRSD), Modified Duration of Equity
- Liquidity Ratios and Other liquidity and interest rate risk analysis
- Intraday Liquidity Management
- Conduct Analysis on Assets and Liabilities for ALCO Pack
- Carrying out Behavioral Analysis for all the relevant products
- Analysis of Liquidity gaps, Product Mix, Maturity profile of Assets and Liabilities, Interest rate outlook, Comparison with peer groups and others
- Analyzing Bank's inflows and outflows of funds and suggesting proactive measures for effective management of liquidity and interest rate risk
- Conduct Stress Testing
- Responsible for preparation of Board notes on Liquidity Management and its timely submission
- Overall responsible for Internal and Regulatory reporting ; daily and periodical
- Responsible compliance with audit requirements
- Also responsible for producing cash flow and various other ad-hoc regulatory reporting
- Liaise with members of Finance, Treasury and other Business Units to establish reporting requirements
Educational / Professional Qualification :
- MBA (Fin.)/CA/CFA, preferably with Mathematics or Statistics as one of the major subject at graduation / post-graduation level;
- Risk Management qualification like FRM / PRM and Experience in treasury front office trading desk will have added advantage
Technical Knowledge :
- Good understanding of Banking Products and Processes
- Knowledge of the Assets and Liabilities Management Guidelines and Practices.
- Strong analytical and problem solving skills.
- Ability to think out of box
- Proficient with MS Excel and Excel Macro
- Understanding the ever changing market dynamics and its impact on various products and subsequent/proactive strategy of portfolio management.
- Possess excellent interpersonal and communication skills with an ability to interact at various hierarchical levels, with specific orientation to stakeholder interests.
- Well organized and ability to perform under stringent time line pressures without compromising on the end result quality